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弄懂ATR,DT賺大錢

(2023-03-19 03:38:12) 下一個

https://www.investopedia.com/articles/trading/08/atr.asp

What Is ATR? 

The average true range is a volatility indicator. Volatility measures the strength of the price action and is often overlooked for clues on market direction. A better known volatility indicator is Bollinger Bands. In "Bollinger on Bollinger Bands" (2002), John Bollinger writes, "high volatility begets low, and low volatility begets high." The chart below focuses solely on volatility, omitting price, so we can see that volatility follows a clear cycle.

DT講究的是發現趨勢。(大千的“上升2020”是個大專家)

不過這個濾波器時間參數太大(14天),往往出了趨勢黃花菜都涼了。

需要進一步研究。

 

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